Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47883.16 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46488.26 Kr¶

PnL: ---------------------------------------> -400.31 Kr¶

DD now: ---------------------------------> -1.536 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 17:25:59.478880'

Anic Portfolio¶

Today¶

Return: 0.359 %¶

This Week¶

Return: 0.736 %¶

Total¶

Return: 56.757 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.340000 3146.000000 175.000000 5.890000 2971.000006
HEBA B 70 -2.930000 2786.000000 150.000000 5.690000 2636.000010
FM Mattsson Mora Group B 50 1.010000 3000.000000 73.000000 2.490000 2927.000000
Samhällsbyggnadsbo. i Norden B 20 -2.120000 424.800000 69.800000 19.660000 355.000000
Boozt 12 0.770000 1719.600000 65.600000 3.970000 1653.999996
Corem Property Group B 59 -3.920000 636.610000 59.610000 10.330000 576.999999
OEM International B 7 1.890000 566.300000 38.300000 7.250000 527.999997
HMS Networks 2 -1.170000 711.200000 38.200000 5.680000 673.000000
Norva24 Group 16 5.080000 569.600000 26.600000 4.900000 543.000000
Intrum 4 1.320000 553.400000 26.400000 5.010000 527.000000
MedCap 2 0.910000 444.000000 23.000000 5.460000 421.000000
SAAB B 8 0.140000 3399.200000 22.200000 0.660000 3377.000000
Eastnine 4 1.270000 512.000000 21.000000 4.280000 491.000000
Coor Service Management Hold. 8 0.950000 552.000000 20.000000 3.760000 532.000000
AcadeMedia 12 1.410000 568.560000 11.560000 2.080000 557.000004
Samhällsbyggnadsbo. i Norden D 12 -0.920000 257.280000 11.280000 4.590000 246.000000
Fastighetsbolag. Emilshus Pref 21 -1.450000 569.100000 7.100000 1.260000 562.000005
Securitas B 6 1.030000 575.280000 5.280000 0.930000 570.000000
Resurs Holding 22 0.040000 578.820000 4.820000 0.840000 573.999998
Swedbank A 3 1.420000 567.000000 3.000000 0.530000 564.000000
Creaspac SPAC 6 0.000000 578.400000 1.400000 0.240000 577.000002
CTEK 13 2.240000 534.560000 0.560000 0.100000 533.999999
Karnov Group 9 -2.630000 533.700000 -2.300000 -0.430000 536.000004
Essity B 2 -1.830000 569.400000 -4.600000 -0.800000 574.000000
Handelsbanken A 5 -0.550000 541.000000 -5.000000 -0.920000 546.000000
Midsona B 63 -1.190000 576.450000 -6.550000 -1.120000 582.999984
Essity A 4 -2.400000 1138.000000 -11.000000 -0.960000 1149.000000
Nordea Bank Abp 29 -0.490000 3432.440000 -21.560000 -0.620000 3453.999992
International Petroleum Corp. 5 3.220000 560.500000 -34.070000 -5.730000 594.565215
Vivesto 1368 1.860000 569.360000 -43.640000 -7.120000 612.999432
Sampo Oyj SDB 7 -1.110000 3738.000000 -112.000000 -2.910000 3850.000000
Axfood 13 1.200000 3630.900000 -125.100000 -3.330000 3756.000001
OX2 18 0.540000 1521.900000 -142.100000 -8.540000 1663.999992
Ovzon 52 2.120000 3000.400000 -361.600000 -10.760000 3361.999992
Fasadgruppen Group 35 -0.910000 3426.500000 -384.500000 -10.090000 3810.999990
TOTAL 46488.260000 -400.310000 -1.53554% 46888.564618

Updated:¶

'2023-01-18 17:26:12.163118'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶